HOW MUCH YOU NEED TO EXPECT YOU'LL PAY FOR A GOOD PNL

You can also analyse the skewness and kurtosis of your time period PnL by having third and 4th times of $Y_t$ respectively. Presumably you are going to conclude that for 2 collection with identical expectation and variance, you are going to want the one with constructive skew or lessen kurtosis, but maybe not according to the self esteem of the ind